Its totally normal if you dont want to be in a relationship, because not everyone does. Its not weird to say so; in fact, its normal to be single at any point in your life and still not want a relationship or real commitment.

Is it bad to not want to be in a relationship?

It is not a bad thing to not want to be in a relationship, and you dont need to give someone an explanation as to why you dont want one. However, if it is because something that happened in the past is holding you back from getting emotionally attached to someone, this can be a sign of an issue.

What is it called when you dont want a relationship?

Aromantic is the word that describes, a person who has no interest in or desire for romantic relationships.

What is it called when you dont want to be in a relationship but want you all to themselves?

Asexual means you dont form sexual attractions to others, though you may feel romantic attraction. Some people who are asexual still have sex. Others choose celibacy or abstinence. The term aromantic has nothing to with sex.